When a message got restarted, we were leaving the previous response
state in the message, which is bad for various reasons.

In particular, this caused a problem with non-keepalive redirections
of https URLs through proxies (!), because after the second CONNECT
succeeded, it would see that the message already had a status_code
set, and so it thought the message had been cancelled or something
while it was processing the CONNECT. proxy-test now has a regression
test for this case.